Probably the warmest January on record locally, but obviously somewhat inflated. Cincinnati's 19th century and early 20th century observations are also inflated - while that area is somewhat lower in elevation generally being downstream on the Ohio River, the move from downtown to the fringe suburbs was accompanied by a similar elevation jump as in Pittsburgh with the move to the two airports. The weather bureau continued to take records downtown until, I believe, 1971, and from 1952-1971, the downtown station averaged 2.6 degrees warmer than Pittsburgh International Airport. And AGC averages about 0.6F warmer than PIT over the past couple of decades, although the last couple years it's been somewhat greater than that.
The 19th century records seem to have other biases, probably from the rooftop siting. Could be 3-5 degrees warmer than modern records, which would suggest that month may have been more like 39.5-41.5 if measured at PIT using modern equipment. Probably still good for #1. September 1881 is another month that's obviously "juiced up". Almost certainly was the warmest September, but the measurement biases elevate it so much that even with global warming, I doubt we'll see that "official" figure beaten. Certainly not in our lifetimes.